VPN set up


I quick question about VPN but I should provide a bit of a background first.
I have a VPN account unlimited devices with a well known VPN provider and currently I have it running on a laptop along with Connectify hotspot provider in order to extend the VPN protection to my other devices, including my NEO X8-H Plus. When I do this my NEO box works really fast and there is no buffering or gitterness. It works great !

The question now. I tried to add the VPN directly to the box and self isolate the VPN to the NEO-X8-H Plus. The VPN did work directly on the box, however, the impact on performance was really bad. I repeated the test over with each approach and the results always the same. Is there something I should do to improve performance of VPN on NEO X8-H Plus ? I can continue running the VPN through the LAPTOP and get great results but it would be nice to remove the laptop from the equation.

ANy thoughts ?